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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
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On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10001187762
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Seasonality and stock returns : some evidence from Japan
Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 13 (2001) 4, pp. 463-481
Persistent link: https://www.econbiz.de/10001637783
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Business fluctuations and cycles, (pp. 193-202). 2008
Persistent link: https://www.econbiz.de/10003854130
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Global stock exchanges : stability, interrelationships, …, (pp. 189-198). 2009
Persistent link: https://www.econbiz.de/10008840544
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Progress in economics research 9 (2004), pp. 1-10
Persistent link: https://www.econbiz.de/10003366769
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
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Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642
Persistent link: https://www.econbiz.de/10011333821
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Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang; Fang, Zheng; Hamori, Shigeyuki - In: International journal of economics and finance 9 (2017) 8, pp. 162-178
Persistent link: https://www.econbiz.de/10011714755